Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.556 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47535.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46140.97 Kr¶

PnL: ---------------------------------------> -747.6 Kr¶

DD now: ---------------------------------> -2.25 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:21:32.475421'

Anic Portfolio¶

Today¶

Return: -0.703 %¶

This Week¶

Return: -1.292 %¶

Total¶

Return: 55.62 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.210000 3135.600000 164.600000 5.540000 2971.000006
HEBA B 70 -2.380000 2730.000000 94.000000 3.570000 2636.000010
Corem Property Group B 59 -0.900000 651.950000 74.950000 12.990000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.940000 429.400000 74.400000 20.960000 355.000000
HMS Networks 2 -1.120000 707.600000 34.600000 5.140000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.830000 559.680000 16.680000 3.070000 543.000000
Samhällsbyggnadsbo. i Norden D 12 1.970000 260.640000 14.640000 5.950000 246.000000
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Coor Service Management Hold. 8 0.150000 545.200000 13.200000 2.480000 532.000000
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 0.040000 583.880000 9.880000 1.720000 573.999998
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 -0.930000 574.600000 0.600000 0.100000 574.000000
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
AcadeMedia 12 0.220000 556.080000 -0.920000 -0.170000 557.000004
Swedbank A 3 -1.840000 559.650000 -4.350000 -0.770000 564.000000
Securitas B 6 -1.100000 560.760000 -9.240000 -1.620000 570.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.600000 549.150000 -12.850000 -2.290000 562.000005
CTEK 13 -0.430000 510.900000 -23.100000 -4.330000 533.999999
Boozt 12 -0.290000 1626.000000 -28.000000 -1.690000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
SAAB B 8 -1.040000 3265.600000 -111.400000 -3.300000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.250000 3569.800000 -186.200000 -4.960000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46140.970000 -747.600000 -2.24979% 46888.564618

Updated:¶

'2023-01-13 14:21:44.864150'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶